C-vines

A C-vine has one root variable per tree. The first tree connects the first root to all other variables. The second tree connects the second root to the remaining variables conditional on the first root, and so on.

For CVineCopula(order, edges), tree k has root order[k]. The entry edges[k][i] represents

Pair-copula coordinates are (root, child).

using VineCopulas

C12 = GaussianCopula([1.0 0.5; 0.5 1.0])
C13 = ClaytonCopula(2, 2.0)
C23_1 = FrankCopula(2, 3.0)

cv = CVineCopula([1, 2, 3], [[C12, C13], [C23_1]])
(order(cv), truncation(cv), length(edges(cv)))

((1, 2, 3), 2, 2)

Truncated C-vines are constructed with trunc.